+240.0%
SPOT vs COO
-23.3%
+263.3%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.7% | +0.2% | -2.0% |
| 7D | -2.9% | -2.3% | -0.6% | -2.4% |
| 30D | +8.3% | -8.8% | +17.1% | +10.2% |
| 3M | +5.1% | +1.3% | +3.7% | +4.8% |
| 6M | -6.5% | -11.6% | +5.1% | -4.7% |
| YTD | -9.0% | -17.4% | +8.4% | -6.3% |
| 1Y | -26.4% | -1.6% | -24.8% | -26.6% |
| 3Y | +240.0% | -22.6% | +262.7% | +265.2% |
| All | +240.0% | -23.3% | +263.3% | +265.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded COO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling